Robust Conditional Variance Estimation and Value-at-Risk
Year of publication: |
[2001]
|
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Authors: | Harris, Richard D. F. |
Other Persons: | Guermat, Cherif (contributor) |
Publisher: |
[2001]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (24 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2000 erstellt |
Other identifiers: | 10.2139/ssrn.254569 [DOI] |
Classification: | C13 - Estimation ; C53 - Forecasting and Other Model Applications ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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